With Little Snitch network filter off I can connect with Safari to theguardian.com. But with Little Snitch network filter on Safari tries for a few seconds and then tells me it can't connect. Where should I start with debugging this ? Or should I just delete it all and start again ?

For what it is worth I I fixed this as follows. I went to Little Snitch Configuration and did File, Restore Factory Settings. Of course there was then a lot of accepting connections etc because it was like I had just made a new install.